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Horses for Courses
Horses for Courses Explores the open vs. closed systems debate with regards to actuarial ... 97 GAAP, Principle- Based Reserves, Solvency II, IFRS, and other model- based regulations. Hedging analysis ...- Authors: Van Beach
- Date: Oct 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Leadership>Change management; Results-Oriented Solutions>Actionable recommendations; Strategic Insight and Integration>Big picture view; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Innovative solutions; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: CompAct
- Topics: Modeling & Statistical Methods>Asset modeling; Modeling & Statistical Methods>Deterministic models; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Simulation; Modeling & Statistical Methods>Stochastic models; Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods; Technology & Applications>Analytics and informatics; Technology & Applications>Business intelligence; Technology & Applications>Computer science; Technology & Applications>Data warehousing; Technology & Applications>Software
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Economic Capital: A Case Study To Analyze Longevity Risk
4: Figure 5: AUGUST 2010 RISKS AND REWARDS | 17 In fact, the main difference between the two methods ... decreASiNg vAlueS.“ “ ECONOMIC CAPITAl … | frOM PAGE 17 AUGUST 2010 RISKS AND REWARDS | 19 proper analysis ...- Authors: Stuart Silverman
- Date: Aug 2010
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Economic capital; Modeling & Statistical Methods>Stochastic models
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A Stochastic Model for CCRCs
1//z84, from Little's Result [see Kleinrock (1973, p.17)] the hmg-r,m ext,ect{M number of permanent transfers ... (0 ] = h(0 + h(t - ~)am(~). From (1) and (3), (17) becomes i' h(t) = #12 -- /q2e-(" '2+u2)0-=)e- ...- Authors: Bruce Jones
- Date: Jan 1995
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Modeling & Statistical Methods>Stochastic models; Pensions & Retirement>Retirement risks; Pensions & Retirement>Risk management
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The Investment Process and Present Value Calculations
The Investment Process and Present Value Calculations After reading the Panjer-Bellhouse paper in the ... o) = ~(t) + (u) O 38 (~7) Substituting (17) into (3), we finally arrive at f ~(t,t o) = 7i~(u) ...- Authors: James A Tilley
- Date: Jan 1980
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Professional Values>Practice expertise
- Publication Name: Actuarial Research Clearing House
- Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Stochastic models
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Regulatory Update
Regulatory Update Summary of NAIC's Winter National Meeting Appointed Actuary;Standard Valuation ... 2017 CSO, and is characterized as approximately 17 percent. The tables are male/female/unisex, with ...- Authors: Karen Rudolph
- Date: Mar 2017
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development; Technical Skills & Analytical Problem Solving>Problem analysis and definition
- Publication Name: In The Public Interest
- Topics: Life Insurance>Reserves - Life Insurance; Modeling & Statistical Methods>Forecasting; Modeling & Statistical Methods>Scenario generation; Modeling & Statistical Methods>Stochastic models
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Long-Term Forecasting for Interest Rates
Nonparametric Approach to Forecasting Interest Rates 17 2. For each maturity M ∈ M and for every pair ... 256 256 8.57E-10 8.46E-08 2.39E-13 2.45E-19 9.65E-17 3.41E-40 512 256 2.09E-16 1.58E-19 9.06E-21 4.79E-33 ...- Authors: Application Administrator, Vladimir S Ladyzhets, Vladimir Cherepanov
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods>Stochastic models
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Stochastic Trend Models in Casualty and Life Insurance
the data rather than classic re-sampling. 17 Neither approach provides a measure of the uncertainty ... then back-tested the chain ladder method, getting 17 actual readings of the real forecast errors. The ...- Authors: Spencer M Gluck, Gary G Venter
- Date: Apr 2009
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Technical Skills & Analytical Problem Solving
- Topics: Life Insurance; Modeling & Statistical Methods>Stochastic models
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Applications of Multidimensional Contingency Tables to the Analysis of Termination Counts In Disability Income Claim Data
Applications of Multidimensional Contingency Tables to the Analysis of Termination Counts In Disability ... b'o.... l- (9f\/ ___ ClFf" fM 0, 3oD ~5 b I 2. ~ 1$17 () j 'f MALE 'fF I o. 305' FEMALE. L '75123 j ...- Authors: Edward J Seligman
- Date: Jan 1979
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Publication Name: Actuarial Research Clearing House
- Topics: Health & Disability>Disability insurance; Health & Disability>Disability tables; Modeling & Statistical Methods>Stochastic models
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Stochastic Control Theory for Optimal Investment
Stochastic Control Theory for Optimal Investment This paper illustrates the application of stochastic control ... ′ ′ ′ ⎧ ⎫−⎪ ⎪= + .⎨ ⎬− − − +⎪ ⎪⎩ ⎭∫% % % % % (17) If µ ρ> , then 0b > .% As u approaches ...- Authors: MARITINA TOLEDO CASTILLO, Gilbert Parrocha
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; Strategic Insight and Integration>Strategy development
- Topics: Finance & Investments>Investment strategy - Finance & Investments; Modeling & Statistical Methods>Stochastic models
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Critical Review of Stochastic Simulation Literature and Applications for Health Actuaries
of this project. The list of 25 articles Page 17 of 45 ©2007 Society of Actuaries was reviewed ... ” Cost Eff Resour Alloc. Feb 26 2003;1(1):6. 17. Carson, J. S. I. “Introduction to Modeling and Simulation ...- Authors: Louise H Anderson, Ian G Duncan, Katherine Hall, Brian C Martinson
- Date: Sep 2007
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations; External Forces & Industry Knowledge>External forces and business performance
- Topics: Enterprise Risk Management; Modeling & Statistical Methods>Dynamic simulation models; Modeling & Statistical Methods>Markov Chain; Modeling & Statistical Methods>Modeling efficiency; Modeling & Statistical Methods>Stochastic models